Well, after switching between three SIM cards (Wind Mobile, AT&T, and T-Mobile) for several months, it seems the best solution for me is to just pay Wind an extra $5 per month to get a US roaming plan.

When AT&T ditched the pay-per-use data for the pay-per-day phone plans, I tried switching to T-Mobile. T-Mobile offers a pay-per-day plan for $3 that includes unlimited data (the first 200MB at 4G, then it switches to 2G). That's actually really good. The problem is as soon as you go somewhere without T-Mobile coverage, you lose the data. Honestly, this probably isn't a problem if you're planning on visiting a major city. Unfortunately, if you wander off the beaten path, you'll be roaming (most likely on AT&T) and you will not have any data access at all. It doesn't even appear that you can pay T-Mobile extra to get it. You're simply offline.

So, what does $5 per month (on top of your monthly plan) get you from Wind? Calls are 10 cents per minute (normally 25 cents), outgoing text messages are 5 cents (normally 15 cents), and data is 50 cents per MB (normally $1). The rate for data is still high enough that you won't want to watch any streaming videos, but shouldn't break the bank to at least stay up to date with your favourite social networks. I have confirmed that the data works on either T-Mobile's or AT&T's network, so it doesn't really matter where you end up.